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A reduced-peak equivalence for queues with a mixture of light-tailed and heavy-tailed input flows
16 references·2 citing·37 second hop
A reduced-peak equivalence for queues with a mixture of light-tailed and heavy-tailed input flows (2003)A reduced-peak equivalence for queues wit…Introduction to Stochastic Processes (2014)Introduction to Stochastic Pr…Waiting-Time Asymptotics for the M/G/2 Queue with Heterogeneous Servers (2002)Waiting-Time Asymptotics for …Large Deviations for Small Buffers: An Insensitivity Result (2001)Large Deviations for Small Bu…On a reduced load equivalence for fluid queues under subexponentiality (1999)On a reduced load equivalence…Asymptotic results for multiplexing subexponential on-off processes (1999)Asymptotic results for multip…Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models (1998)Heavy Tails and Long Range De…Large deviations and overflow probabilities for the general single-server queue, with applications (1995)Large deviations and overflow…Logarithmic asymptotics for steady-state tail probabilities in a single-server queue (1994)Logarithmic asymptotics for s…A Storage Model with a Two-State Random Environment (1992)A Storage Model with a Two-St…How large delays build up in a GI/G/1 queue (1989)How large delays build up in …Subexponential distributions and integrated tails (1988)Subexponential distributions …Stochastic Theory of a Data-Handling System with Multiple Sources (1982)Stochastic Theory of a Data-H…Conditioned limit theorems relating a random walk to its associate, with applications to risk reserve processes and the GI/G/1 queue (1982)Conditioned limit theorems re…Conditioned limit theorems relating a random walk to its associate, with applications to risk reserve processes and the GI/G/ 1 queue (1982)Conditioned limit theorems re…Asymptotic behaviour of Wiener-Hopf factors of a random walk (1977)Asymptotic behaviour of Wiene…On the tails of waiting-time distributions (1975)On the tails of waiting-time …GPS queues with heterogeneous traffic classes (2003)GPS queues with heterogeneous…Exact queueing asymptotics for multiple heavy-tailed on-off flows (2002)Exact queueing asymptotics fo…Extreme Values in the GI/G/1 Queue (1972)The Single Server Queue. (1983)Subexponential distributions and characterizations of related classes (1989)Ruin probabilities and overshoots for general Lévy insurance risk processes (2004)Ruin Probabilities and Overshoots for General Lévy Insurance Risk Processes (2004)Queues and Inventories. (1966)QUEUES AND INVENTORIES (1967)Subexponentiality and infinite divisibility (1979)Subexponentiality of the product of independent random variables (1994)Queueing systems with vacations ? A survey (1986)Applied Probability and Queues (1987)Brownian Motion and Stochastic Flow Systems. (1987)Hierarchical Modeling of Stochastic Networks, Part I: Fluid Models (1994)Patterns of buffer overflow in a class of queues with long memory in the input stream (1997)Fluid queues with long-tailed activity period distributions (1998)Introduction to the Theory of Queues. (1963)Tail probabilities with statistical multiplexing and effective bandwidths in multi-class queues (1993)Stability, queue length, and delay of deterministic and stochastic queueing networks (1994)Large deviations, the shape of the loss curve, and economies of scale in large multiplexers (1995)Effective bandwidths of departure processes from queues with time varying capacities (2002)A storage model with self-similar input (1994)Wavelet analysis of long-range-dependent traffic (1998)A multifractal wavelet model with application to network traffic (1999)The Impact of Autocorrelation on Queuing Systems (1993)Heavy tail modeling and teletraffic data: special invited paper (1997)Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options (2004)Estimates for the probability of ruin with special emphasis on the possibility of large claims (1982)Subexponential asymptotics for stochastic processes: extremal behavior, stationary distributions and first passage probabilities (1998)Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate (2011)A Markov Modulated Characterization of Packetized Voice and Data Traffic and Related Statistical Multiplexer Performance (1986)Traffic modeling for telecommunications networks (1994)Tail probabilities for non-standard risk and queueing processes with subexponential jumps (1999)Is Network Traffic Appriximated by Stable Lévy Motion or Fractional Brownian Motion? (2002)Precise large deviations for sums of random variables with consistently varying tails (2004)Fast simulation of rare events in queueing and reliability models (1995)A Theory of Trickle-Down Growth and Development (1997)A taxonomy of model structures for economic evaluation of health technologies (2006)
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References

  • 2014Introduction to Stochastic Processes2,383 cited
  • 1982Stochastic Theory of a Data-Handling System with Multiple Sources1,271 cited
  • 1995Large deviations and overflow probabilities for the general single-server queue, with applications431 cited
  • 1988Subexponential distributions and integrated tails318 cited
  • 1994Logarithmic asymptotics for steady-state tail probabilities in a single-server queue290 cited
  • 1975On the tails of waiting-time distributions226 cited
  • 1977Asymptotic behaviour of Wiener-Hopf factors of a random walk225 cited
  • 1998Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models176 cited
  • 1999Asymptotic results for multiplexing subexponential on-off processes129 cited
  • 1992A Storage Model with a Two-State Random Environment88 cited
  • 1989How large delays build up in a GI/G/1 queue81 cited
  • 1982Conditioned limit theorems relating a random walk to its associate, with applications to risk reserve processes and the GI/G/1 queue75 cited
  • 1982Conditioned limit theorems relating a random walk to its associate, with applications to risk reserve processes and the GI/G/ 1 queue58 cited
  • 1999On a reduced load equivalence for fluid queues under subexponentiality51 cited

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2001
Large Deviations for Small Buffers: An Insensitivity Result
49 cited
  • 2002Waiting-Time Asymptotics for the M/G/2 Queue with Heterogeneous Servers43 cited
  • Cited by

    • 2003GPS queues with heterogeneous traffic classes12 cited
    • 2002Exact queueing asymptotics for multiple heavy-tailed on-off flows10 cited